Code underlying the publication: Guided filtering and smoothing for infinite-dimensional diffusions

Code to run the experiments in Pieper-Sethmacher et al. (2025) Guided filtering and smoothing for infinite-dimensional diffusions, arXiv preprint, arXiv:2507.06786.The Julia source code, GuidedFiltering.jl and GuidedSmoothing.jl, implement Algorithms 1&2 and Algorithm 5. Executing the driver files in the experiments folders runs the experiments of examples in section 5.2 and 5.3 of the article.

用于复现Pieper-Sethmacher等人（2025）发表于arXiv预印本（编号arXiv:2507.06786）的论文《无限维扩散的引导滤波与平滑》中的实验代码。本项目提供的Julia语言源代码GuidedFiltering.jl与GuidedSmoothing.jl分别实现了论文中的算法1、2以及算法5。运行实验目录下的驱动脚本，即可复现论文第5.2节与5.3节中对应示例的实验结果。